-28.5%
CEG vs RCL
+30.9%
-59.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.4% | +2.9% | +4.1% |
| 7D | -4.7% | +6.5% | -11.2% | -6.0% |
| 30D | -16.6% | +15.9% | -32.5% | -19.0% |
| 3M | -4.1% | +2.7% | -6.8% | -5.2% |
| 6M | -22.3% | +15.2% | -37.6% | -25.0% |
| YTD | -28.9% | +19.2% | -48.2% | -32.2% |
| 1Y | -28.5% | +31.6% | -60.1% | -33.0% |
| All | -28.5% | +30.9% | -59.3% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RCL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling